| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (6) | (4.2) | 44 | (2) | 5 | (9) | (24) | (1) | 90 |
| 60 | 1 | 1 | 54 | 0 | 6 | (6) | (24) | (1) | 95 |
| 120 | 3 | 2.1 | 50 | 1 | 8 | (5) | (24) | (1) | 88 |
| 250 | 3 | 1.5 | 48 | 1 | 9 | (6) | (37) | (2) | 92 |
| 500 | 4 | 1.8 | 45 | 1 | 12 | (6) | (52) | (2) | 94 |
| 760 | 3 | 1.5 | 45 | 1 | 11 | (6) | (52) | (2) | 93 |
| 1260 | 2 | 1.2 | 46 | 1 | 10 | (7) | (82) | (2) | 92 |
| 2520 | 4 | 1.5 | 50 | 1 | 12 | (9) | (112) | (3) | 93 |
| All | 4 | 1.5 | 50 | 1 | 11 | (8) | (112) | (3) | 94 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1 | 0.5 | 0 | 0.1 | (0.1) | 0.7 | 0.1 | 0.2 | 0.1 | 0 | 0 | (0.3) | 2.2 | 0.9 | 45.8 | 247.6 | (0.6) | (1.9) | 0.7 | 0.3 |
| 2017 | 1.2 | 0.3 | 0.1 | 0.1 | (0.3) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.4 | 2.3 | 52.9 | 92 | (0.2) | (0.8) | 0.7 | 0.4 |
| 2016 | 1.2 | 3 | (0.2) | 0.9 | (0.4) | 2.1 | 0.5 | (0.5) | (0.2) | (0.2) | (0.5) | 0.2 | 5.9 | 2.1 | 47.1 | 252 | (0.5) | (1.9) | 0.8 | 0.3 |
| 2015 | 1.6 | (0.8) | 0.1 | 0.1 | 0.3 | 0.1 | (0.5) | 0.5 | (0.2) | 0.8 | (0.3) | 0.1 | 1.8 | 1 | 40.6 | 254 | (0.5) | (2) | 0.7 | 0.3 |
| 2014 | 0.7 | 1.1 | 0.2 | (0.1) | (0.4) | 0.8 | (0.6) | 0.1 | (0.2) | 0.1 | 0.8 | (0.5) | 2 | 1 | 46.9 | 249 | (0.4) | (1.2) | 0.6 | 0.3 |
| 2013 | 0.1 | (0.5) | 0.2 | (0.1) | 0 | (0.2) | 0.9 | 0.4 | (0.2) | (0.3) | (0.3) | (0.8) | (0.8) | (0.4) | 44.4 | 229 | (0.8) | (1.9) | 0.6 | 0.2 |
| 2012 | 1.6 | (0.4) | (0.4) | (0.3) | (0.2) | 0.5 | 0 | 0.5 | 1.3 | (0.5) | 0.4 | (0.5) | 2 | 0.8 | 50.2 | 254 | (0.6) | (2.4) | 0.8 | 0.3 |
| 2011 | (0.8) | 0.6 | 0.4 | 1.9 | (0.5) | (0.4) | 1.3 | 2.4 | (1.1) | 1.6 | 0 | (0.9) | 4.5 | 1.5 | 53.7 | 255 | (0.9) | (1.7) | 0.7 | 0.3 |
| 2010 | (0.5) | 0.4 | (0.2) | 0.8 | 1 | 0.3 | (0.5) | 0.9 | 0.4 | 1 | 0.5 | 0.3 | 4.4 | 1.7 | 55.8 | 261 | (0.6) | (1.8) | 0.7 | 0.3 |
| 2009 | 1.8 | 0.7 | 0.2 | (0.2) | 1.4 | (0.5) | 0.6 | 0 | 1.5 | 0.5 | 2.5 | (1.2) | 7.3 | 2.2 | 55.8 | 259 | (1.1) | (1.9) | 0.7 | 0.3 |
| 2008 | 2 | 0.5 | 0.1 | (0.5) | 0.5 | 0.9 | 0 | (0.6) | 1.6 | (1) | 2.5 | 1.6 | 7.6 | 1.7 | 49 | 255 | (0.7) | (2.5) | 0.6 | 0.3 |
| 2007 | 0 | 0.9 | (0.3) | 0.2 | (0.5) | (0.4) | 0.4 | 0.1 | 2 | 0.7 | 0.5 | 0.7 | 4.3 | 1.6 | 53 | 261 | (0.7) | (1.5) | 0.8 | 0.3 |
| 2006 | 1.5 | 0.3 | 0.9 | 1.7 | (0.2) | 0.8 | 0.7 | 0 | (1.1) | 0.5 | 0.9 | (0.2) | 5.8 | 1.9 | 50.8 | 259 | (0.6) | (2) | 0.7 | 0.3 |
| 2005 | (0.5) | 0.7 | (0.4) | 0.2 | (0.5) | 1 | (0.5) | 0.1 | 1.8 | 0 | 0.9 | 1.5 | 4.3 | 1.9 | 54.6 | 259 | (0.7) | (1.7) | 0.7 | 0.3 |
| 2004 | (0.2) | (0.2) | 1 | (0.2) | 0.6 | (0.3) | 0.5 | 0.9 | 0 | 0.4 | 0.7 | 0.1 | 3.3 | 1.8 | 51.1 | 247 | (0.3) | (1) | 0.6 | 0.3 |
| 2003 | 1.4 | (0.4) | (0.2) | 0.6 | 1.6 | (0.3) | 0.2 | 1 | 0.1 | 0 | 0.2 | 0.5 | 4.7 | 2.3 | 52.5 | 251 | (0.4) | (1.4) | 0.7 | 0.3 |
| 2002 | 0.3 | 0.1 | 0.1 | 0.3 | 0.6 | (1) | 0 | 0.3 | 0.8 | (0.2) | 0.2 | 1.3 | 2.8 | 1.5 | 51.8 | 260 | (0.6) | (1.3) | 0.6 | 0.3 |
| 2001 | (0.4) | 0.4 | (0.1) | 0.2 | 0.2 | 0.2 | 0 | 0.8 | 1 | 0 | (0.2) | 0.1 | 2.2 | 1.2 | 46.6 | 250 | (0.3) | (0.7) | 0.6 | 0.2 |
| 2000 | 0 | 1.9 | (0.3) | (0.1) | (0.2) | 0.7 | (0.3) | 0.1 | (0.2) | (0.4) | 0.2 | 0.3 | 1.7 | 0.6 | 37.6 | 246 | (0.3) | (1.7) | 0.7 | 0.2 |